CME Swiss Franc Future December 2016


Trading Metrics calculated at close of trading on 12-Sep-2016
Day Change Summary
Previous Current
09-Sep-2016 12-Sep-2016 Change Change % Previous Week
Open 1.0345 1.0308 -0.0037 -0.4% 1.0285
High 1.0352 1.0372 0.0020 0.2% 1.0419
Low 1.0274 1.0297 0.0023 0.2% 1.0250
Close 1.0308 1.0342 0.0034 0.3% 1.0308
Range 0.0078 0.0075 -0.0003 -3.8% 0.0169
ATR 0.0074 0.0074 0.0000 0.1% 0.0000
Volume 2,440 4,581 2,141 87.7% 6,870
Daily Pivots for day following 12-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0562 1.0527 1.0383
R3 1.0487 1.0452 1.0363
R2 1.0412 1.0412 1.0356
R1 1.0377 1.0377 1.0349 1.0395
PP 1.0337 1.0337 1.0337 1.0346
S1 1.0302 1.0302 1.0335 1.0320
S2 1.0262 1.0262 1.0328
S3 1.0187 1.0227 1.0321
S4 1.0112 1.0152 1.0301
Weekly Pivots for week ending 09-Sep-2016
Classic Woodie Camarilla DeMark
R4 1.0833 1.0739 1.0401
R3 1.0664 1.0570 1.0354
R2 1.0495 1.0495 1.0339
R1 1.0401 1.0401 1.0323 1.0448
PP 1.0326 1.0326 1.0326 1.0349
S1 1.0232 1.0232 1.0293 1.0279
S2 1.0157 1.0157 1.0277
S3 0.9988 1.0063 1.0262
S4 0.9819 0.9894 1.0215
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.0419 1.0250 0.0169 1.6% 0.0082 0.8% 54% False False 2,290
10 1.0419 1.0180 0.0239 2.3% 0.0075 0.7% 68% False False 1,359
20 1.0556 1.0180 0.0376 3.6% 0.0076 0.7% 43% False False 704
40 1.0556 1.0135 0.0421 4.1% 0.0065 0.6% 49% False False 356
60 1.0578 1.0135 0.0443 4.3% 0.0059 0.6% 47% False False 240
80 1.0578 1.0135 0.0443 4.3% 0.0047 0.5% 47% False False 181
100 1.0599 1.0135 0.0464 4.5% 0.0039 0.4% 45% False False 145
120 1.0618 1.0135 0.0483 4.7% 0.0033 0.3% 43% False False 121
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0021
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 1.0691
2.618 1.0568
1.618 1.0493
1.000 1.0447
0.618 1.0418
HIGH 1.0372
0.618 1.0343
0.500 1.0335
0.382 1.0326
LOW 1.0297
0.618 1.0251
1.000 1.0222
1.618 1.0176
2.618 1.0101
4.250 0.9978
Fisher Pivots for day following 12-Sep-2016
Pivot 1 day 3 day
R1 1.0340 1.0347
PP 1.0337 1.0345
S1 1.0335 1.0344

These figures are updated between 7pm and 10pm EST after a trading day.

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